Updates python packages whitelist

Adds arch

Algorithm.Python/PythonPackageTestAlgorithm.py

@@ -49,6 +49,7 @@ import talib
 from copulalib.copulalib import Copula
 import theano 
 import xgboost
+from arch import arch_model
 
 class PythonPackageTestAlgorithm(QCAlgorithm):
     '''Algorithm to test third party libraries'''
@@ -94,6 +95,9 @@ class PythonPackageTestAlgorithm(QCAlgorithm):
         # xgboost test
         xgboost_test()
 
+        # arch test
+        arch_test()
+
     def OnData(self, data): pass
 
 def blaze_test():
@@ -161,4 +165,25 @@ def theano_test():
 def xgboost_test():
     data = numpy.random.rand(5,10) # 5 entities, each contains 10 features
     label = numpy.random.randint(2, size=5) # binary target
-    print "xgboost test >>>", xgboost.DMatrix( data, label=label)
+    print "xgboost test >>>", xgboost.DMatrix( data, label=label)
+
+def arch_test():
+    r = numpy.array([0.945532630498276,
+        0.614772790142383,
+        0.834417758890680,
+        0.862344782601800,
+        0.555858715401929,
+        0.641058419842652,
+        0.720118656981704,
+        0.643948007732270,
+        0.138790608092353,
+        0.279264178231250,
+        0.993836948076485,
+        0.531967023876420,
+        0.964455754192395,
+        0.873171802181126,
+        0.937828816793698])
+
+    garch11 = arch_model(r, p=1, q=1)
+    res = garch11.fit(update_freq=10)
+    print "arch test >>>", res.summary()